CME Euro FX (E) Future June 2014
| Trading Metrics calculated at close of trading on 24-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2014 |
24-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3803 |
1.3814 |
0.0011 |
0.1% |
1.3856 |
| High |
1.3854 |
1.3842 |
-0.0012 |
-0.1% |
1.3864 |
| Low |
1.3797 |
1.3789 |
-0.0008 |
-0.1% |
1.3787 |
| Close |
1.3814 |
1.3823 |
0.0009 |
0.1% |
1.3817 |
| Range |
0.0057 |
0.0053 |
-0.0004 |
-7.0% |
0.0077 |
| ATR |
0.0064 |
0.0064 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
162,973 |
157,395 |
-5,578 |
-3.4% |
497,397 |
|
| Daily Pivots for day following 24-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3977 |
1.3953 |
1.3852 |
|
| R3 |
1.3924 |
1.3900 |
1.3838 |
|
| R2 |
1.3871 |
1.3871 |
1.3833 |
|
| R1 |
1.3847 |
1.3847 |
1.3828 |
1.3859 |
| PP |
1.3818 |
1.3818 |
1.3818 |
1.3824 |
| S1 |
1.3794 |
1.3794 |
1.3818 |
1.3806 |
| S2 |
1.3765 |
1.3765 |
1.3813 |
|
| S3 |
1.3712 |
1.3741 |
1.3808 |
|
| S4 |
1.3659 |
1.3688 |
1.3794 |
|
|
| Weekly Pivots for week ending 18-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4054 |
1.4012 |
1.3859 |
|
| R3 |
1.3977 |
1.3935 |
1.3838 |
|
| R2 |
1.3900 |
1.3900 |
1.3831 |
|
| R1 |
1.3858 |
1.3858 |
1.3824 |
1.3841 |
| PP |
1.3823 |
1.3823 |
1.3823 |
1.3814 |
| S1 |
1.3781 |
1.3781 |
1.3810 |
1.3764 |
| S2 |
1.3746 |
1.3746 |
1.3803 |
|
| S3 |
1.3669 |
1.3704 |
1.3796 |
|
| S4 |
1.3592 |
1.3627 |
1.3775 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3864 |
1.3782 |
0.0082 |
0.6% |
0.0050 |
0.4% |
50% |
False |
False |
114,740 |
| 10 |
1.3903 |
1.3782 |
0.0121 |
0.9% |
0.0050 |
0.4% |
34% |
False |
False |
120,750 |
| 20 |
1.3903 |
1.3669 |
0.0234 |
1.7% |
0.0061 |
0.4% |
66% |
False |
False |
146,710 |
| 40 |
1.3966 |
1.3644 |
0.0322 |
2.3% |
0.0071 |
0.5% |
56% |
False |
False |
127,075 |
| 60 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0071 |
0.5% |
70% |
False |
False |
85,422 |
| 80 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0072 |
0.5% |
70% |
False |
False |
64,160 |
| 100 |
1.3966 |
1.3482 |
0.0484 |
3.5% |
0.0070 |
0.5% |
70% |
False |
False |
51,381 |
| 120 |
1.3966 |
1.3302 |
0.0664 |
4.8% |
0.0068 |
0.5% |
78% |
False |
False |
42,820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4067 |
|
2.618 |
1.3981 |
|
1.618 |
1.3928 |
|
1.000 |
1.3895 |
|
0.618 |
1.3875 |
|
HIGH |
1.3842 |
|
0.618 |
1.3822 |
|
0.500 |
1.3816 |
|
0.382 |
1.3809 |
|
LOW |
1.3789 |
|
0.618 |
1.3756 |
|
1.000 |
1.3736 |
|
1.618 |
1.3703 |
|
2.618 |
1.3650 |
|
4.250 |
1.3564 |
|
|
| Fisher Pivots for day following 24-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3821 |
1.3821 |
| PP |
1.3818 |
1.3820 |
| S1 |
1.3816 |
1.3818 |
|